+319.0%
SCHG vs DBX
+22.6%
+296.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -1.0% | +2.1% | -3.1% | -1.7% |
| 30D | -1.3% | +5.7% | -7.0% | -3.1% |
| 3M | +5.4% | +31.8% | -26.4% | -3.6% |
| 6M | +14.4% | +37.5% | -23.0% | +2.2% |
| YTD | +8.0% | +27.9% | -19.9% | -1.4% |
| 1Y | +12.7% | +15.0% | -2.3% | +5.9% |
| 3Y | +85.6% | +27.2% | +58.4% | +63.9% |
| 5Y | +85.5% | +12.8% | +72.7% | +64.9% |
| All | +319.0% | +22.6% | +296.3% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling